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Skip to Search Results- 7Frei, Christoph (Mathematical and Statistical Sciences)
- 7Kong, Linglong (Mathematical and Statistical Sciences)
- 7Lewis, Mark (Mathematical and Statistical Sciences)
- 6Han, Bin (Mathematical and Statistical Sciences)
- 6Hillen, Thomas (Mathematical and Statistical Sciences)
- 6Mizera, Ivan (Mathematical and Statistical Sciences)
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Fall 2010
In financial market, risk management is very critical to a company. However, some risks in the market ( market risk) can not be controlled or eliminated through management improvement or appropriate asset allocation. Thus, it is important to accurately measure these kinds of risks. In this...
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Fall 2015
This dissertation first introduces the concepts of robust active learning (also called optimal experimental design in statistics), and the possible advantages of it over the traditional passive learning method. Then a general regression problem with possibly misspecified models is presented, and...
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Fall 2015
This thesis introduces a new class of robust estimators for regression mod- els. Specifically, a class of weighted least square estimators under linear re- gression models is introduced in Chapter 2, with a continuous adaptive weight function computed using the Kolmogorov-Smirnov statistic....
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Fall 2016
Robust Designs for Model Discrimination and Prediction of a Threshold Probability” In the first of the two projects comprising this thesis we consider the construction of experimental designs aimed at the elucidation of a functional relationship between a response variable and various covariates,...
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Fall 2014
We study robust sampling designs for model-based stratification, when the assumed distribution F0 (·) of an auxiliary variable x, and the variance function g0 (·) in the associated regression model, are only approximately specified. We first maximize the scaled prediction mean squared error...
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Spring 2014
This thesis is mostly based on six papers on selected topics in Asymptotic Geometric Analysis, Wavelet Analysis and Applied Fourier Analysis. The first two papers are devoted to Ball's integral inequality. We prove this inequality via spline functions. We also provide a method for computing all...
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Fall 2019
In this thesis, selected topics on valuation and hedging of financial and insurance contracts are studied. First of all, we study the most common in mathematical finance Black-Scholes market and provide an alternative derivation of the famous Black-Scholes formula from the binomial option pricing...